-18.4%
IP vs CAI
-5.3%
-13.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.8% |
| 7D | -3.0% | -20.3% | +17.3% | -0.9% |
| 30D | +10.6% | -13.9% | +24.5% | +12.1% |
| 3M | -13.6% | +12.4% | -26.0% | -14.7% |
| 6M | +10.4% | +58.3% | -47.9% | +5.3% |
| YTD | -6.5% | -5.2% | -1.3% | -8.4% |
| 1Y | -2.1% | -0.2% | -2.0% | -4.4% |
| All | -18.4% | -5.3% | -13.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling